Stochastic methods

a handbook for the natural and social sciences

4th ed.
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Last edited by Scott365Bot
March 27, 2024 | History

Stochastic methods

a handbook for the natural and social sciences

4th ed.
  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

This is a fourth edition of the classic text "A Handbook of Stochastic Methods" which
has been significantly augmented, thoroughly revised, and restructured to
accomodate the new material within a systematic logical framework. This new
edition adheres the original aim: "to make available in simple language and
deductive form, the many formulae and methods that can be found in the
literature on stochastic methods."

A new chaper on the applications of stochastic methods in finance provides
an introduction to this field using the same simple kind of language as the
other parts of the book. This chapter also includesn introduction to Lévy
processes, which have found to be very useful in simulating financial
systems, where more accuracy is required than is available from simple
Brownian motion models. New material is also provided on the approach to
the white noise limit, on the applications of Poisson representation
methods to population dynamics, and on several other applications of
stochastic methods.

Publish Date
Publisher
Springer
Language
English
Pages
447

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Previews available in: English

Edition Availability
Cover of: Stochastic methods
Stochastic methods: a handbook for the natural and social sciences
2009, Springer
in English - 4th ed.

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Book Details


Edition Notes

Rev. ed. of: Handbook of stochastic methods for physics, chemistry, and the natural sciences. 3rd ed. c2004.

Includes bibliographical references (p. [429]-433) and indexes.

Published in
Berlin
Series
Springer series in synergetics, Springer complexity

Classifications

Library of Congress
QA274 .G37 2009, QC174.7-175.36HB1-84

The Physical Object

Pagination
xvii, 447 p. :
Number of pages
447

ID Numbers

Open Library
OL23235066M
Internet Archive
stochasticmethod0000gard
ISBN 13
9783540707127
LCCN
2008936877
OCLC/WorldCat
277069162
Goodreads
6508254

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
March 27, 2024 Edited by Scott365Bot Linking back to Internet Archive.
December 20, 2023 Edited by ImportBot import existing book
November 30, 2023 Edited by MARC Bot import existing book
February 27, 2023 Edited by ImportBot import existing book
May 28, 2009 Created by ImportBot Imported from Library of Congress MARC record